Alexis Bledel On 'Mad Men': Actress Talks About Hooking Up With Pete Campbell

TV fans were shocked last week to see actress Alexis Bledel, who played the adolescent Rory Gilmore on "Gilmore Girls," looking all grown up on "Mad Men" (Sundays at 9 p.m. ET on AMC)... and having a twisted affair with Pete Campbell.

Bledel described her character Beth, who's stuck in a bad marriage with Pete's commuting friend, as "quite mysterious and conflicted." She says her character isn't crazy, or "hysterical," as Pete described her, but rather, "depressed," even though "at that time, people did see them more as one and the same."

She also talked about tackling something considerably darker than the "Gilmore Girls" character that made her famous. "We all have moments of intense sadness in our lives ... [Beth] is not the type of person that's afraid to explore her darker thoughts, and she actually really needs to talk about them with someone and she finds that opportunity with Pete," Bledel explained.

Speaking of Pete, Bledel also told AMC that Vincent Kartheiser is not actually as creepy as his "Mad Men" character Pete Campbell: "He's light and funny and has lots of energy on set. He keeps everybody energized as well. Very, very different than Pete." Kartheiser even went to extra lengths to make sure Bledel felt at ease during their sex scene. "I was really nervous. [Vincent] noticed, and made it much better for me by just sort of making sure I felt comfortable. He kind of helped me take the edge off a little bit just by being nice."